Sieve instrumental variable quantile regression estimation of functional coefficient models
In this paper we consider sieve instrumental variable quantile regression (IVQR) estimation of functional coefficient models where the coefficients of endogenous regressors are unknown functions of some exogenous covariates. We estimate the functional coefficients by the sieve-IVQR technique and est...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2016
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/2133 https://ink.library.smu.edu.sg/context/soe_research/article/3133/viewcontent/SieveInstrumentalVariableQuantileRegressionEstimation_pp.pdf |
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| Institution: | Singapore Management University |
| Language: | English |